+41.6%
TXN vs FLEX
+102.8%
-61.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.2% |
| 30D | -6.9% | -10.1% | +3.2% | -4.4% |
| 3M | -14.9% | -31.3% | +16.4% | -7.5% |
| 6M | +29.0% | +71.3% | -42.3% | +14.8% |
| YTD | +51.5% | +81.2% | -29.8% | +32.5% |
| 1Y | +41.6% | +98.5% | -56.9% | +20.6% |
| All | +41.6% | +102.8% | -61.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling